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Sampyo Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:118.69% (-24.05%)
Analysis last updated: Sunday, February 15, 2026 at 01:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sampyo Cement Co Ltd S0GARCH
paramt-stat
ω1.29595.08
α0.23074.24
β0.642712.46
γ1-0.2084-2.67
γ20.41523.48
γ3-0.4828-5.29
γ40.55456.34
γ5-0.4216-4.60
γ60.13221.34
γ70.05760.65
Estimation Period:
Mar 16, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts